+170.6%
GD vs BTG
+160.5%
+10.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.4% | 0.0% |
| 7D | +0.6% | +1.4% | -0.7% | +0.6% |
| 30D | +9.5% | -1.1% | +10.6% | +9.4% |
| 3M | -5.8% | +2.5% | -8.4% | -6.1% |
| 6M | +7.7% | -3.1% | +10.8% | +7.4% |
| YTD | +11.1% | +16.3% | -5.2% | +9.4% |
| 1Y | +6.1% | +27.6% | -21.5% | +4.0% |
| 3Y | +59.8% | +89.5% | -29.7% | +52.8% |
| 5Y | +104.6% | +33.6% | +71.0% | +96.6% |
| 10Y | +170.6% | +178.2% | -7.7% | +157.1% |
| All | +170.6% | +160.5% | +10.0% | +157.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BTG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling